Dynamic Optimization of Large-Population Systems with Partial Information

Probabilistic Analysis of Mean-Field Games

(2013) René Carmona et al.   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Linear-Quadratic Optimal Control Problems for Mean-Field Stochastic Differential Equations

(2013) Jiongmin Yong   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

Social Optima in Mean Field LQG Control: Centralized and Decentralized Strategies

(2012) Minyi Huang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL

A General Stochastic Maximum Principle for SDEs of Mean-field Type

(2011) Rainer Buckdahn et al.   APPLIED MATHEMATICS AND OPTIMIZATION

Large-Population LQG Games Involving a Major Player: The Nash Certainty Equivalence Principle

(2010) Minyi Huang   SIAM JOURNAL ON CONTROL AND OPTIMIZATION

The Maximum Principles for Stochastic Recursive Optimal Control Problems Under Partial Information

(2009) Guangchen Wang et al.   IEEE TRANSACTIONS ON AUTOMATIC CONTROL